Chair of Econometrics and Chair of Financial Econometrics
Welcome to the homepage of the chair of econometrics!
The Chair of Econometrics and Financial Econometrics conduct research and teaching on quantitative methods. Research is focused on the construction of inferential methods, applications of Bayesian statistics and machine learning, time series and panel data methods and applications, as well as learning analytics. The chairs offer several compulsory for different programs (business, economics, business informatics and econometrics, among others) from introductory lectures until Phd-level courses. We also offer courses on current research topics, such as Bayesian econometrics, causal inference, financial econometrics, extreme value theory and statistical learning. also offered.
Wed, 23. Aug. 2023 Großer, Jan-Lucas
Tue, 25. Jul. 2023 Großer, Jan-Lucas
Paper "Approximation and Error Analysis of Forward–Backward SDEs Driven by General Lévy Processes Using Shot Noise Series Representations"
Thu, 13. Jul. 2023 Großer, Jan-Lucas
Wed, 31. May. 2023 Großer, Jan-Lucas
Tue, 25. Apr. 2023 Großer, Jan-Lucas
Fri, 09. Sep. 2022 Schwarzbach, Marco
Fri, 24. Jun. 2022 Schwarzbach, Marco
Sat, 14. May. 2022 Schwarzbach, Marco
Paper "Robust Inference under Time-Varying Volatility: A Real-Time Evaluation of Professional Forecasters"
Thu, 24. Feb. 2022 Schwarzbach, Marco
Tue, 15. Feb. 2022 Schwarzbach, Marco
Wed, 12. Jan. 2022 Schwarzbach, Marco
Sat, 16. Oct. 2021 Schwarzbach, Marco
Currently showing 1 to 12 out of 47